Quantitative Analyst (f/m/d)
Clearstream Services S.A.
Luxembourg, LU
il y a 4j

Field of activity

Group Credit s overriding objective is to ensure that business activities are conducted within a prudent credit risk framework that is consistent with the bank’s credit appetite and in compliance with regulatory and supervisory requirements.


  • Define model development and implementation concepts for all credit models clearly stating the roles and responsibilities of appropriate segregation of functions.
  • Define a consistent testing procedure for credit models, with each step clearly determined, including standard tests such as model tests (margin explain, Profit & Loss explain, stress tests etc.
  • benchmark tests, implementation tests and other plausibility tests, and taking into consideration the available (or planned) infrastructure and interfaces.

  • Define, document and manage all processes required for the maintenance of the models in their productive states; drive and take the ownership for continuous improvements to the existing methodologies;
  • address any related findings as revealed by model monitoring or model validation.

  • Conduct periodic recalibrations of otherwise static model parameters, undertake impact assessments and report on the results, where applicable.
  • Support model validation by providing all relevant information for validation activities.
  • Act as a single point of contact for all model-related queries; support communication with the related stakeholders in the model risk management process (i.
  • e. senior management, model validation, auditors, regulators).

  • Maintain internal model inventory and model documentation.
  • Report to Clearstream executive management and risk committees on the related matters.
  • Qualifications / skills

  • Advanced degree in a quantitative discipline (M.Sc., PhD / CFA or equivalent will be considered of an advantage)
  • Ideally minimum 3 years of relevant experience in the model / product development roles and / or model validation function, or related roles
  • Good understanding of financial markets and pricing of fixed-income instruments
  • Experienced in modelling data and creativity in finding adequate solutions using MatLab / R / Python or alike.
  • Strong problem-solving and analytical skills, ability to draw accurate conclusions based on complex data
  • Sound understanding of statistics and quantitative techniques
  • Familiarity with relevant risk management regulations and guidelines (CSDR, TRIM, BCBS239, MaRisk) will be considered of an advantage
  • Sound judgement, ability to articulate complex concepts in a succinct and clear way
  • Integrity, willingness to take responsibility, high level of reliability
  • Team spirit, excellent communication, presentation and interpersonal skills.
  • Excellent command of written and spoken English. German and / or French will be an asset
  • Competencies

  • Achievement : Continuous focus on improvements. Ability to work under pressure and handle multiple tasks. Quick learner.
  • Intellectual curiosity. Credibility and drive to present senior management with robust and accurate recommendations.

  • Change Orientation : Flexibility, easiness to adapt to continuous changes within the organisation.
  • Collaboration : Ability to work independently, and as part of an international team. Ability to operate across a number of functions and business areas.
  • Self-confidence to conduct negotiations and meetings within the Deutsche Börse Group.

  • Organisational Commitment : Willing to commit to Clearstream and Deutsche Börse Group, acting with integrity in ways that promote the organisation’s mission, policies and rules.
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